Simply warm your liqueur up in a sauce pan and have a pre-warmed cocktail glass ready. After heating the glass, pour the rest or other alcohols into the glass to warm. The glass can be heated over an element or a flame, but use caution to avoid contact with the glass and element or flame as the glass will break or char easy. When the alcohol has been heated, ignite it and add it to the alcohol in the glass. If done properly, the alcohol in the glass will be warm enough to flame also.
When flaming liqueurs be sure to keep any objects away from the glass. Flames can often shoot high up and ignite things in their way. Like your hair! So if doing this, please use caution and enjoy the fireworks.